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LMOPX vs. LMCLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMOPX vs. LMCLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Miller Opportunity Trust (LMOPX) and Miller Income Fund (LMCLX). The values are adjusted to include any dividend payments, if applicable.

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LMOPX vs. LMCLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMOPX
Miller Opportunity Trust
-10.59%26.41%25.40%38.10%-36.67%-3.97%37.56%32.94%-10.47%25.00%
LMCLX
Miller Income Fund
1.43%8.40%27.96%13.95%-22.77%29.14%-2.83%26.02%-8.00%16.98%

Returns By Period

In the year-to-date period, LMOPX achieves a -10.59% return, which is significantly lower than LMCLX's 1.43% return. Over the past 10 years, LMOPX has outperformed LMCLX with an annualized return of 10.57%, while LMCLX has yielded a comparatively lower 9.37% annualized return.


LMOPX

1D
-0.96%
1M
-10.02%
YTD
-10.59%
6M
-5.14%
1Y
24.98%
3Y*
21.18%
5Y*
0.45%
10Y*
10.57%

LMCLX

1D
-0.11%
1M
-3.56%
YTD
1.43%
6M
4.39%
1Y
15.82%
3Y*
18.33%
5Y*
6.38%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMOPX vs. LMCLX - Expense Ratio Comparison

LMOPX has a 1.95% expense ratio, which is higher than LMCLX's 0.96% expense ratio.


Return for Risk

LMOPX vs. LMCLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LMOPX
LMOPX Risk / Return Rank: 4141
Overall Rank
LMOPX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
LMOPX Sortino Ratio Rank: 4444
Sortino Ratio Rank
LMOPX Omega Ratio Rank: 3939
Omega Ratio Rank
LMOPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
LMOPX Martin Ratio Rank: 3636
Martin Ratio Rank

LMCLX
LMCLX Risk / Return Rank: 4040
Overall Rank
LMCLX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LMCLX Sortino Ratio Rank: 4141
Sortino Ratio Rank
LMCLX Omega Ratio Rank: 3939
Omega Ratio Rank
LMCLX Calmar Ratio Rank: 4040
Calmar Ratio Rank
LMCLX Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LMOPX vs. LMCLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Opportunity Trust (LMOPX) and Miller Income Fund (LMCLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


LMOPXLMCLXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.90

-0.05

Sortino ratio

Return per unit of downside risk

1.33

1.29

+0.05

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.16

1.06

+0.10

Martin ratio

Return relative to average drawdown

3.87

3.74

+0.13

LMOPX vs. LMCLX - Sharpe Ratio Comparison

The current LMOPX Sharpe Ratio is 0.85, which is comparable to the LMCLX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of LMOPX and LMCLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LMOPXLMCLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.90

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.36

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.54

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.36

-0.12

Correlation

The correlation between LMOPX and LMCLX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LMOPX vs. LMCLX - Dividend Comparison

LMOPX has not paid dividends to shareholders, while LMCLX's dividend yield for the trailing twelve months is around 3.54%.


TTM20252024202320222021202020192018201720162015
LMOPX
Miller Opportunity Trust
0.00%0.00%0.00%0.00%14.45%1.28%0.00%0.00%0.00%0.00%0.00%0.00%
LMCLX
Miller Income Fund
3.54%3.59%4.28%5.81%6.33%5.52%6.04%8.23%9.22%7.97%8.54%8.40%

Drawdowns

LMOPX vs. LMCLX - Drawdown Comparison

The maximum LMOPX drawdown since its inception was -81.54%, which is greater than LMCLX's maximum drawdown of -44.81%. Use the drawdown chart below to compare losses from any high point for LMOPX and LMCLX.


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Drawdown Indicators


LMOPXLMCLXDifference

Max Drawdown

Largest peak-to-trough decline

-81.54%

-44.81%

-36.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.06%

-13.62%

-3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-52.85%

-34.67%

-18.18%

Max Drawdown (10Y)

Largest decline over 10 years

-53.03%

-44.81%

-8.22%

Current Drawdown

Current decline from peak

-15.96%

-5.06%

-10.90%

Average Drawdown

Average peak-to-trough decline

-21.29%

-10.61%

-10.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

3.86%

+1.25%

Volatility

LMOPX vs. LMCLX - Volatility Comparison

Miller Opportunity Trust (LMOPX) has a higher volatility of 7.20% compared to Miller Income Fund (LMCLX) at 4.16%. This indicates that LMOPX's price experiences larger fluctuations and is considered to be riskier than LMCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMOPXLMCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

4.16%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

9.91%

+5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

28.14%

18.39%

+9.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.13%

17.75%

+10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

17.56%

+11.33%